Linganisha mbinu

	Uchanganuzi wa Usababishaji wa Granger wa Kibayes wa Kibayes	Kipimo cha Utafiti wa Uvutano wa Granger wa Paneli
Nyanja	Ekonometriki	Ekonometriki
Familia	Regression model	Regression model
Mwaka wa asili	1969 (frequentist); 1984 (Bayesian treatment)	1988–2012
Mwanzilishi	Clive W. J. Granger (frequentist basis, 1969); Bayesian extension by Geweke (1984) and subsequent literature	Holtz-Eakin, Newey & Rosen (1988); Dumitrescu & Hurlin (2012)
Aina	Bayesian causal inference test	Causality test
Chanzo asilia	Geweke, J. (1984). Inference and causality in economic time series models. Handbook of Econometrics, 2, 1101-1144. Elsevier.	Dumitrescu, E.-I., & Hurlin, C. (2012). Testing for Granger non-causality in heterogeneous panels. Economic Modelling, 29(4), 1450–1460.
Majina mbadala	Bayesian Granger test, Bayesian predictive causality, BGC, Bayesian causality in mean	panel causality test, Dumitrescu-Hurlin test, heterogeneous panel causality, panel Granger test
Zinazohusiana	6	5
Muhtasari	Bayesian Granger causality tests whether past values of one time series carry predictive information about another, framing the hypothesis through Bayesian inference rather than frequentist p-values. It combines a vector autoregressive (VAR) structure with prior distributions over coefficients and evaluates causal claims via posterior probabilities or Bayes factors, providing a probabilistic and nuanced alternative to the classical Granger test.	The Panel Granger Causality test examines whether past values of one variable help predict another variable across multiple cross-sectional units observed over time. It extends the classical Granger causality framework to panel data, accounting for cross-sectional heterogeneity and enabling more powerful inference by pooling information across units.